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One-pass causal SOS filtering with optional carried state

Source: R/filters-causal.R
sosfilt.Rd

Filters x through a cascade of second-order sections, forward in time, mirroring scipy.signal.sosfilt. Each section uses the DF2T biquad recursion. Optionally carries the two-sample-per-section state so a signal can be processed in consecutive chunks identically to processing it whole.

Usage

sosfilt(sos, x, zi = NULL)

Arguments

sos

SOS matrix (n_sections x 6), e.g. from sosDesign.

x

Numeric input vector.

zi

Optional initial state, a matrix n_sections x 2. When supplied the return value is a list carrying the final state; when NULL (default) state starts at zero and a plain vector is returned. Use sosfiltInit for a transient-free warm start.

Value

If zi is NULL, the filtered numeric vector. Otherwise a list with y (filtered vector) and zi (final n_sections x 2 state matrix).

See also

sosDesign, sosfiltInit, sosfiltfilt

Examples

sos <- sosDesign(high = 40, type = "low", sr = 250, order = 4)
y <- sosfilt(sos, rnorm(1000))
# chunked with carried state == whole-signal filtering
x <- rnorm(1000)
zi0 <- matrix(0, nrow(sos), 2)
r1 <- sosfilt(sos, x[1:500], zi = zi0)
r2 <- sosfilt(sos, x[501:1000], zi = r1$zi)
max(abs(c(r1$y, r2$y) - sosfilt(sos, x)))
#> [1] 0